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Bin Zhao

Personal Details

First Name:Bin
Middle Name:
Last Name:Zhao
Suffix:
RePEc Short-ID:pzh572
[This author has chosen not to make the email address public]

Affiliation

Business School
Thammasat University

Bangkok, Thailand
http://www.tbs.tu.ac.th/
RePEc:edi:bsctuth (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.
  2. Qian Han & Bin Zhao, 2014. "The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components," Working Papers 2014-01-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

Articles

  1. Gao, Huasheng & Shi, Donghui & Zhao, Bin, 2021. "Does good luck make people overconfident? Evidence from a natural experiment in the stock market," Journal of Corporate Finance, Elsevier, vol. 68(C).
  2. Harrison Hong & Wenxi Jiang & Na Wang & Bin Zhao, 2014. "Trading for Status," The Review of Financial Studies, Society for Financial Studies, vol. 27(11), pages 3171-3212.
  3. Biao Guo & Qian Han & Bin Zhao, 2014. "The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(8), pages 788-806, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.

    Cited by:

    1. Xu, Shen & Yin, Bichao & Lou, Chunjie, 2022. "Minority shareholder activism and corporate social responsibility," Economic Modelling, Elsevier, vol. 116(C).
    2. Duan, Lini & Li, Lingyi & Park, Kyung-Hye & Wu, Di, 2023. "Muddy the waters to conceal information? Evidence from firms' inconsistent answers during Q&As," Finance Research Letters, Elsevier, vol. 51(C).
    3. Allen, Franklin & Qian, Jun & Qian, Meijun, 2018. "A Review of China’s Institutions," CEPR Discussion Papers 13269, C.E.P.R. Discussion Papers.
    4. Chen, Jiun-Lin & Glabadanidis, Paskalis & Sun, Mingwei, 2022. "The five-factor asset pricing model, short-term reversal, and ownership structure – the case of China," International Review of Financial Analysis, Elsevier, vol. 82(C).
    5. Chenchen Li & Rui Li & Xundi Diao & Chongfeng Wu, 2020. "Market segmentation and supply‐chain predictability: evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1531-1562, June.
    6. Hong, Ziyang & Liu, Qingfu & Tse, Yiuman & Wang, Zilu, 2023. "Black mouth, investor attention, and stock return," International Review of Financial Analysis, Elsevier, vol. 90(C).
    7. Duffy, John & Rabanal, Jean Paul & Rud, Olga, 2021. "Market Reactions to Stock Splits: Experimental Evidence," UiS Working Papers in Economics and Finance 2021/1, University of Stavanger.
    8. Hu, May & Tuilautala, Mataiasi & Yang, Jingjing & Zhong, Qian, 2022. "Asymmetric information and inside management trading in the Chinese market," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    9. Zhiqi Cao & Wenfeng Wu, 2023. "Difference of opinion among investors versus analysts," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(2), pages 2347-2381, June.

  2. Qian Han & Bin Zhao, 2014. "The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components," Working Papers 2014-01-15, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

    Cited by:

    1. Chen, Ying & Han, Qian & Niu, Linlin, 2018. "Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method," IRTG 1792 Discussion Papers 2018-046, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    2. Wu, Lingke & Liu, Dehong & Yuan, Jianglei & Huang, Zhenhuan, 2022. "Implied volatility information of Chinese SSE 50 ETF options," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 609-624.
    3. Peter K. Friz & Paul Gassiat & Paolo Pigato, 2022. "Short-dated smile under rough volatility: asymptotics and numerics," Quantitative Finance, Taylor & Francis Journals, vol. 22(3), pages 463-480, March.
    4. Anders Merrild Posselt, 2022. "Dynamics in the VIX complex," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1665-1687, September.
    5. Won Joong Kim & Gunho Jung & Sun-Yong Choi, 2020. "Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning," Complexity, Hindawi, vol. 2020, pages 1-23, July.
    6. Sudarshan Kumar & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Vineet Virmani, 2023. "Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1615-1644, November.
    7. F. Leung & M. Law & S. K. Djeng, 2024. "Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-25, December.
    8. Alexander Bogin & William Doerner, 2014. "Generating historically-based stress scenarios using parsimonious factorization," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 15(5), pages 591-611, November.
    9. Biao Guo & Qian Han & Hai Lin, 2018. "Are there gains from using information over the surface of implied volatilities?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 645-672, June.
    10. Shi, Yukun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng, 2022. "Market co-movement between credit default swap curves and option volatility surfaces," International Review of Financial Analysis, Elsevier, vol. 82(C).
    11. Covindassamy, Genevre & Robe, Michel A. & Wallen, Jonathan, 2016. "Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty," IDB Publications (Working Papers) 8588, Inter-American Development Bank.
    12. Giovanni Campisi & Silvia Muzzioli, 2021. "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 369-455, September.
    13. Michel A. Robe & Jonathan Wallen, 2016. "Fundamentals, Derivatives Market Information and Oil Price Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(4), pages 317-344, April.
    14. Lovreta, Lidija & Silaghi, Florina, 2020. "The surface of implied firm’s asset volatility," Journal of Banking & Finance, Elsevier, vol. 112(C).

Articles

  1. Gao, Huasheng & Shi, Donghui & Zhao, Bin, 2021. "Does good luck make people overconfident? Evidence from a natural experiment in the stock market," Journal of Corporate Finance, Elsevier, vol. 68(C).

    Cited by:

    1. Ming Fang & Chiu-Lan Chang, 2022. "Nexus between fiscal imbalances, green fiscal spending, and green economic growth: empirical findings from E-7 economies," Economic Change and Restructuring, Springer, vol. 55(4), pages 2423-2443, November.
    2. Li, Feng & Wang, Xintao & Lu, Ping, 2022. "Good luck, bad luck, and risk taking: Evidence from a natural experiment in the housing lottery," Economics Letters, Elsevier, vol. 218(C).
    3. Allen, Franklin & Qian, Jun & Qian, Meijun, 2018. "A Review of China’s Institutions," CEPR Discussion Papers 13269, C.E.P.R. Discussion Papers.
    4. Lü, Yiqing & Zhao, Bin & Zhu, Ning, 2024. "Unveiling investors' substitution behavior: Stock trading decisions in response to housing market dynamics," Journal of Corporate Finance, Elsevier, vol. 86(C).
    5. William Hongsong Wang & Victor I. Espinosa & Jesús Huerta de Soto, 2022. "A Free-Market Environmentalist Enquiry on Spain’s Energy Transition along with Its Recent Increasing Electricity Prices," IJERPH, MDPI, vol. 19(15), pages 1-34, August.
    6. Baihua Yuan & Wang Leiling & Hayot Berk Saydaliev & Vishal Dagar & Ángel Acevedo-Duque, 2022. "Testing the impact of fiscal policies for economic recovery: does monetary policy act as catalytic tool for economic Survival," Economic Change and Restructuring, Springer, vol. 55(4), pages 2215-2235, November.
    7. Luqman, Muhammad & Mugheri, Adil & Ahmad, Najid & Soytas, Ugur, 2023. "Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices," Resources Policy, Elsevier, vol. 86(PA).
    8. Mo Chen & Rabia Bashir, 2022. "Role of e-commerce and resource utilization for sustainable business development: goal of economic recovery after Covid-19," Economic Change and Restructuring, Springer, vol. 55(4), pages 2663-2685, November.
    9. Esra Alp Coşkun & Hakan Kahyaoglu & Chi Keung Marco Lau, 2023. "Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-34, December.
    10. Maoyong Cheng & Zhenjun Li, 2023. "Public governance and firm total factor productivity: Evidence from a quasi‐natural event in China," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(3), pages 683-719, July.
    11. Dong, Zhu & Shi, Hui, 2023. "Does natural resources efficiency provide roadmap for economic development in China? Evidence from econometric analysis," Resources Policy, Elsevier, vol. 86(PB).
    12. Zhang, Shikun & Anser, Muhammad Khalid & Yao-Ping Peng, Michael & Chen, Chunchun, 2023. "Visualizing the sustainable development goals and natural resource utilization for green economic recovery after COVID-19 pandemic," Resources Policy, Elsevier, vol. 80(C).
    13. Nadir Aliane & Bassam Samir Al-Romeedy & Mohamed Fathy Agina & Perihan A. Mohsen Salah & Rabab Mahmoud Abdallah & Mohamed Abdel Hamed Abdel Fatah & Nourredine Khababa & Hazem Ahmed Khairy, 2023. "How Job Insecurity Affects Innovative Work Behavior in the Hospitality and Tourism Industry? The Roles of Knowledge Hiding Behavior and Team Anti-Citizenship Behavior," Sustainability, MDPI, vol. 15(18), pages 1-22, September.
    14. Mou, Ying-Ge & Ma, Mengjuan & chen, Qian, 2022. "Measuring the role of consuming natural resource domination and social media for green economic recovery," Resources Policy, Elsevier, vol. 79(C).
    15. Du, He & Zhang, Chunguang, 2024. "Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China," Resources Policy, Elsevier, vol. 88(C).
    16. Li, Ying & Mehmood, Nasir & Iqbal, Nadeem, 2022. "Natural resource abundance and financial development: A case study of emerging (E−15) economies," Resources Policy, Elsevier, vol. 79(C).
    17. Ben Amor, Salma & Kooli, Maher, 2024. "Does overconfidence affect venture capital firms’ investment?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
    18. Hongxin Yu & Yaohui Jiang & Zhaowen Zhang & Wen-Long Shang & Chunjia Han & Yuanjun Zhao, 2022. "The impact of carbon emission trading policy on firms’ green innovation in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-24, December.
    19. Yu, Mengyan & Umair, Muhammad & Oskenbayev, Yessengali & Karabayeva, Zhаnsaya, 2023. "Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching," Resources Policy, Elsevier, vol. 85(PB).
    20. Li, Lin & Jiang, Hanye & Liu, Meishan & Wu, Qihan, 2023. "Developing a model between trade openness and economic recovery: Panel data analysis for Chinese pilot-regions," Renewable Energy, Elsevier, vol. 217(C).
    21. An, Zhengzhen & Zhao, Yue & Zhang, Yanfei, 2023. "Mineral exploration and the green transition: Opportunities and challenges for the mining industry," Resources Policy, Elsevier, vol. 86(PA).
    22. Chong Li & Qiuge Yao & Jing Wu & Daoyuan Wang, 2019. "Financialization and Risk Taking of Non-Financial Corporations Empirical Evidence from Chinese Listed Companies," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(3), pages 1-5.
    23. Ngo, Thanh & Trinh, Hai Hong & Haouas, Ilham & Ullah, Subhan, 2022. "Examining the bidirectional nexus between financial development and green growth: International evidence through the roles of human capital and education expenditure," Resources Policy, Elsevier, vol. 79(C).
    24. Mohsin, Muhammad & Jamaani, Fouad, 2023. "Unfolding impact of natural resources, economic growth, and energy nexus on the sustainable environment: Guidelines for green finance goals in 10 Asian countries," Resources Policy, Elsevier, vol. 86(PB).
    25. Wang, Zhe & Yao-Ping Peng, Michael & Anser, Muhammad Khalid & Chen, Zhong, 2023. "Research on the impact of green finance and renewable energy on energy efficiency: The case study E−7 economies," Renewable Energy, Elsevier, vol. 205(C), pages 166-173.

  2. Harrison Hong & Wenxi Jiang & Na Wang & Bin Zhao, 2014. "Trading for Status," The Review of Financial Studies, Society for Financial Studies, vol. 27(11), pages 3171-3212.

    Cited by:

    1. Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker, 2013. "Reference dependent preferences and the EPK puzzle," SFB 649 Discussion Papers 2013-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Allen, Franklin & Qian, Jun & Qian, Meijun, 2018. "A Review of China’s Institutions," CEPR Discussion Papers 13269, C.E.P.R. Discussion Papers.
    3. Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.
    4. Prettner, Klaus & Hof, Franz, 2016. "The Quest for Status and R&D-based Growth," VfS Annual Conference 2016 (Augsburg): Demographic Change 145554, Verein für Socialpolitik / German Economic Association.
    5. Basak, Suleyman & Makarov, Dmitry & Shapiro, Alex & Subrahmanyam, Marti, 2020. "Security design with status concerns," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
    6. Julia M. Puaschunder, 2023. "Finance Followership," RAIS Conference Proceedings 2022-2024 0249, Research Association for Interdisciplinary Studies.
    7. Idan Hodor & Andrea Buffa, 2017. "Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices," 2017 Meeting Papers 374, Society for Economic Dynamics.
    8. Yulia Plaksina & Liam Gallagher & Michael Dowling, 2019. "CEO social status and M&A decision making," Post-Print hal-02194497, HAL.
    9. Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021. "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, vol. 94(C), pages 170-183.
    10. Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin, 2020. "Location choice, portfolio choice," Journal of Financial Economics, Elsevier, vol. 138(1), pages 74-94.
    11. Adrian Amelung, 2014. "Emissionshandelssysteme für Treibhausgase: Funktionsweise und Vergleich bestehender Ausprägungsformen," Otto-Wolff-Institut Discussion Paper Series 05/2014, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland.

  3. Biao Guo & Qian Han & Bin Zhao, 2014. "The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(8), pages 788-806, August.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CNA: China (1) 2021-09-13
  2. NEP-FMK: Financial Markets (1) 2021-09-13
  3. NEP-ISF: Islamic Finance (1) 2021-09-13

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